ARTIO backlink appers on my sites

The link to Artio is hardcoded in the free version of JoomSEF. So after you enter the Download ID in the Registration tab, you need to migrate your JoomSEF to paid version. You can do this on the Upgrade page in JoomSEF – you should see the "Online Migrate to Paid" button there, so just click it and if your Download ID and registered domain are set correctly, your JoomSEF will be migrated to paid version.